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Morgan Stanley ABS Static Pool Information (Last Update: February 08 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE5— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor54.47%
 
Delinquency Status (*)
30+ Days27.71%
60+ Days21.92%
90+ Days16.81%
120+ Days0.00%
 
Bankruptcy3.74%
Foreclosure18.12%
REO10.80%
 
Cumulative Net Loss9.46%
Loss Severity71.62%
 
Prepayment Experience
1mo CPR26.78%
3mo CPR24.91%
6mo CPR25.27%
9mo CPR27.67%
12mo CPR24.56%
Life CPRNA


* Delinquency methodology: OTS